BAC Optionskette Bank of America Corporation
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±14.4% (53.92–72.12) · ATM IV 24.8% · P/C Open Interest 1.17
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 28.75 | 31.45 | 1 | 24 | 36.2% | 0.99 | 0.0016 | 0.000 | 33 | 0 | 0.2000 | 1,519 | 43.3% | -0.01 | 0.0018 | -0.002 | |
| 27.65 | 28.65 | 11 | 34.2% | 0.98 | 0.0021 | 0.000 | 35 | 0.0400 | 0.1500 | 1 | 838 | 39.5% | -0.02 | 0.0023 | -0.002 | |
| 24.60 | 25.75 | 2 | 0.98 | 0.0031 | 0.000 | 38 | 0.1300 | 0.2300 | 1,337 | 38.4% | -0.02 | 0.0033 | -0.003 | |||
| 23.30 | 24.05 | 27 | 43.0% | 0.97 | 0.0040 | 0.000 | 40 | 0.1700 | 0.2700 | 939 | 36.4% | -0.03 | 0.0043 | -0.003 | ||
| 20.05 | 20.95 | 58 | 31.7% | 0.96 | 0.0059 | -0.000 | 43 | 0.2800 | 0.3500 | 1 | 425 | 33.9% | -0.05 | 0.0063 | -0.004 | |
| 18.00 | 19.10 | 93 | 28.8% | 0.94 | 0.0076 | -0.001 | 45 | 0.3600 | 0.4800 | 1 | 1,667 | 32.6% | -0.06 | 0.0080 | -0.004 | |
| 16.15 | 17.25 | 356 | 28.1% | 0.93 | 0.0098 | -0.002 | 47 | 0.4800 | 0.6000 | 3,955 | 31.2% | -0.08 | 0.0102 | -0.005 | ||
| 13.50 | 14.60 | 350 | 27.7% | 0.89 | 0.0138 | -0.004 | 50 | 0.7600 | 0.8300 | 21 | 3,301 | 29.3% | -0.11 | 0.0143 | -0.006 | |
| 11.60 | 12.40 | 1,375 | 27.7% | 0.85 | 0.0180 | -0.006 | 52.5 | 1.06 | 1.19 | 1 | 4,624 | 28.1% | -0.15 | 0.0186 | -0.008 | |
| 9.95 | 10.40 | 1 | 3,842 | 28.1% | 0.80 | 0.0227 | -0.007 | 55 | 1.50 | 1.67 | 99 | 5,343 | 27.1% | -0.21 | 0.0233 | -0.009 |
| 8.10 | 9.25 | 1 | 658 | 29.4% | 0.74 | 0.0275 | -0.009 | 57.5 | 2.10 | 2.23 | 28 | 5,290 | 26.0% | -0.27 | 0.0281 | -0.010 |
| 5.85 | 7.00 | 40 | 7,579 | 24.9% | 0.66 | 0.0317 | -0.010 | 60 | 2.88 | 3.10 | 5 | 4,072 | 25.4% | -0.35 | 0.0325 | -0.011 |
| 5.00 | 5.25 | 32 | 1,816 | 25.1% | 0.58 | 0.0348 | -0.011 | 62.5 | 3.90 | 4.05 | 192 | 1,401 | 24.5% | -0.44 | 0.0358 | -0.011 |
| 3.75 | 4.00 | 107 | 3,972 | 24.5% | 0.49 | 0.0362 | -0.011 | 65 | 5.10 | 5.40 | 63 | 395 | 24.1% | -0.53 | 0.0375 | -0.011 |
| 2.81 | 2.96 | 16 | 2,088 | 24.1% | 0.41 | 0.0356 | -0.010 | 67.5 | 6.55 | 6.80 | 156 | 23.2% | -0.62 | 0.0375 | -0.010 | |
| 2.00 | 2.15 | 588 | 5,222 | 23.7% | 0.32 | 0.0334 | -0.010 | 70 | 8.25 | 8.65 | 12 | 23.2% | -0.70 | 0.0365 | -0.009 | |
| 1.40 | 1.54 | 50 | 599 | 23.4% | 0.25 | 0.0300 | -0.008 | 72.5 | 10.10 | 11.00 | 24.1% | -0.79 | 0.0353 | -0.009 | ||
| 0.9900 | 1.08 | 3 | 2,045 | 23.4% | 0.19 | 0.0257 | -0.007 | 75 | 12.25 | 13.30 | 25.2% | -0.86 | 0.0342 | -0.008 | ||
| 0.4200 | 0.5600 | 30 | 849 | 23.2% | 0.10 | 0.0171 | -0.005 | 80 | 16.00 | 18.60 | 3 | 23.8% | -0.98 | 0.0150 | -0.001 | |
| 0.1700 | 0.2500 | 90 | 116 | 23.0% | 0.05 | 0.0103 | -0.003 | 85 | 21.05 | 23.45 | -1.00 | 0.0000 | 0.000 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Mar 19, 2027
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.